+771.4%
RCAT vs PSLV
+179.9%
+591.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.4% | -8.9% | -7.4% |
| 7D | -2.3% | +3.3% | -5.6% | -3.6% |
| 30D | -18.7% | +2.1% | -20.8% | -19.5% |
| 3M | -29.3% | +7.1% | -36.4% | -31.1% |
| 6M | -42.3% | -21.6% | -20.7% | -38.4% |
| YTD | +2.5% | -6.7% | +9.2% | +0.2% |
| 1Y | -5.7% | +59.3% | -65.0% | -23.1% |
| All | +771.4% | +179.9% | +591.4% | +495.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PSLV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling